feat: Add Chande Momentum Oscillator (CMO) (#370)

stock_indicators/indicators/__init__.py

@@ -19,6 +19,7 @@
 from .chandelier import (get_chandelier)
 from .chop import (get_chop)
 from .cmf import (get_cmf)
+from .cmo import (get_cmo)
 from .connors_rsi import (get_connors_rsi)
 from .correlation import (get_correlation)
 from .doji import (get_doji)

stock_indicators/indicators/cmo.py

@@ -0,0 +1,55 @@
+from typing import Iterable, Optional, TypeVar
+
+from stock_indicators._cslib import CsIndicator
+from stock_indicators._cstypes import List as CsList
+from stock_indicators.indicators.common.helpers import RemoveWarmupMixin
+from stock_indicators.indicators.common.results import IndicatorResults, ResultBase
+from stock_indicators.indicators.common.quote import Quote
+
+
+def get_cmo(quotes: Iterable[Quote], lookback_periods: int):
+    """Get CMO calculated.
+
+    The Chande Momentum Oscillator (CMO) is a momentum indicator
+    depicting the weighted percentof higher prices in financial markets.
+
+    Parameters:
+        `quotes` : Iterable[Quote]
+            Historical price quotes.
+
+        `lookback_periods` : int
+            Number of periods in the lookback window.
+
+    Returns:
+        `CMOResults[CMOResult]`
+            CMOResults is list of CMOResult with providing useful helper methods.
+
+    See more:
+         - [CMO Reference](https://python.stockindicators.dev/indicators/Cmo/#content)
+         - [Helper Methods](https://python.stockindicators.dev/utilities/#content)
+    """
+    results = CsIndicator.GetCmo[Quote](CsList(Quote, quotes), lookback_periods)
+    return CMOResults(results, CMOResult)
+
+
+class CMOResult(ResultBase):
+    """
+    A wrapper class for a single unit of Chande Momentum Oscillator (CMO) results.
+    """
+
+    @property
+    def cmo(self) -> Optional[float]:
+        return self._csdata.Cmo
+
+    @cmo.setter
+    def cmo(self, value):
+        self._csdata.Cmo = value
+
+
+_T = TypeVar("_T", bound=CMOResult)
+class CMOResults(RemoveWarmupMixin, IndicatorResults[_T]):
+    """
+    A wrapper class for the list of Chande Momentum Oscillator (CMO) results.
+    It is exactly same with built-in `list` except for that it provides
+    some useful helper methods written in CSharp implementation.
+    """

tests/test_cmo.py

@@ -0,0 +1,46 @@
+import pytest
+from stock_indicators import indicators
+
+class TestCMO:
+    def test_standard(self, quotes):
+        results = indicators.get_cmo(quotes, 14)
+
+        assert 502 == len(results)
+        assert 488 == len(list(filter(lambda x: x.cmo is not None, results)))
+
+        r = results[13]
+        assert r.cmo is None
+
+        r = results[14]
+        assert 24.1081 == round(float(r.cmo), 4)
+
+        r = results[249]
+        assert 48.9614 == round(float(r.cmo), 4)
+
+        r = results[501]
+        assert -26.7502 == round(float(r.cmo), 4)
+
+    def test_bad_data(self, bad_quotes):
+        r = indicators.get_cmo(bad_quotes, 15)
+
+        assert 502 == len(r)
+
+    def test_no_quotes(self, quotes):
+        r = indicators.get_cmo([], 5)
+        assert 0 == len(r)
+
+        r = indicators.get_cmo(quotes[:1], 5)
+        assert 1 == len(r)
+
+    def test_removed(self, quotes):
+        results = indicators.get_cmo(quotes, 14).remove_warmup_periods()
+
+        assert 488 == len(results)
+
+        last = results.pop()
+        assert -26.7502 == round(float(last.cmo), 4)
+
+    def test_exceptions(self, quotes):
+        from System import ArgumentOutOfRangeException
+        with pytest.raises(ArgumentOutOfRangeException):
+            indicators.get_cmo(quotes, 0)